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~subject:"Derivat"
~subject:"Interest rate derivative"
~subject:"Schätzung"
~subject:"United Kingdom"
~subject:"Zins"
~type_genre:"Forschungsbericht"
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Calibration of LIBOR models to caps and swaptions : a way around intrinsic instabilities via parsimonious structures and a collateral market criterion
Schoenmakers, John
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2002
Persistent link: https://www.econbiz.de/10001724376
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